[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata swaptionvolstructure.xml, 1.68, 1.69

[Giorgio F. <gi...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv5975/gensrc/metadata

Modified Files:
	swaptionvolstructure.xml 
Log Message:
added isVegaWeighted choice

Index: swaptionvolstructure.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/swaptionvolstructure.xml,v
retrieving revision 1.68
retrieving revision 1.69
diff -C2 -d -r1.68 -r1.69
*** swaptionvolstructure.xml	30 Oct 2006 10:30:57 -0000	1.68
--- swaptionvolstructure.xml	30 Oct 2006 13:26:26 -0000	1.69
***************
*** 550,563 ****
              <description>floating leg short tenor Index</description>
            </Parameter>
!           <Parameter name='parametersGuess' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
              <description>matrix of parameters guess.</description>
            </Parameter>
!           <Parameter name='isParamFixed'>
              <type>bool</type>
              <tensorRank>vector</tensorRank>
              <description>if TRUE parameter guess is not calibrated.</description>
            </Parameter>
            <Parameter name='isAtmCalibrated'>
              <type>bool</type>
--- 550,568 ----
              <description>floating leg short tenor Index</description>
            </Parameter>
!           <Parameter name='parGuess' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
              <description>matrix of parameters guess.</description>
            </Parameter>
!           <Parameter name='isParFixed'>
              <type>bool</type>
              <tensorRank>vector</tensorRank>
              <description>if TRUE parameter guess is not calibrated.</description>
            </Parameter>
+           <Parameter name='isVegaWeighted'>
+             <type>bool</type>
+             <tensorRank>scalar</tensorRank>
+             <description>if TRUE the calibration is weighted using options Vega.</description>
+           </Parameter>
            <Parameter name='isAtmCalibrated'>
              <type>bool</type>
***************
*** 643,656 ****
              <description>floating leg short tenor Index</description>
            </Parameter>
!           <Parameter name='parametersGuess' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
              <description>matrix of parameters guess.</description>
            </Parameter>
!           <Parameter name='isParamFixed'>
              <type>bool</type>
              <tensorRank>vector</tensorRank>
              <description>if TRUE parameter guess is not calibrated.</description>
            </Parameter>
            <Parameter name='isAtmCalibrated'>
              <type>bool</type>
--- 648,666 ----
              <description>floating leg short tenor Index</description>
            </Parameter>
!           <Parameter name='guess' libraryType='QuantLib::Matrix'>
              <type>double</type>
              <tensorRank>matrix</tensorRank>
              <description>matrix of parameters guess.</description>
            </Parameter>
!           <Parameter name='isFixed'>
              <type>bool</type>
              <tensorRank>vector</tensorRank>
              <description>if TRUE parameter guess is not calibrated.</description>
            </Parameter>
+           <Parameter name='isVegaWeighted'>
+             <type>bool</type>
+             <tensorRank>scalar</tensorRank>
+             <description>if TRUE the calibration is weighted using options Vega.</description>
+           </Parameter>
            <Parameter name='isAtmCalibrated'>
              <type>bool</type>